Kalman Filter Fusion for Robust System State Estimation
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Solution Overview
Problem
Kalman filters are complex and require numerous setting options that complicate their use in new applications and maintenance, especially for non-linear dynamic processes and adaptive filters, which are difficult to configure.
Innovation Solution
A method involving a Kalman filter assembly that uses multiple Kalman filters with different setting parameters to independently estimate system states and fuse their results, compensating for errors and inaccuracies by combining these estimates to produce a more reliable overall estimation.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Reliability
If multiple Kalman filters with different setting parameters are used to estimate system states, then the robustness against model and measurement errors is improved, but the device complexity increases
Solution Approach 1:
The patent divides the estimation task into multiple independent Kalman filters, each with different setting parameters (e.g., different process noise covariance matrices Qk or measurement noise covariance matrices Rk). Each filter processes the same sensor data independently, and their results are subsequently fused. This segmentation allows each filter to represent different error scenarios or model assumptions, improving overall robustness while keeping individual filter complexity manageable.
Solution Approach 2:
The patent combines multiple Kalman filter estimation results through a fusion mechanism that integrates the outputs from all filters into a single final estimation. The fusion process weighs and combines the estimates from filters with different settings, effectively merging their strengths to produce a more reliable overall system state estimation that is robust to various error conditions.
2Adaptability or versatility
If numerous setting options for Kalman filter parameters are provided, then the adaptability to different system behaviors is improved, but the ease of operation deteriorates
Solution Approach 1:
The patent segments the configuration complexity by providing pre-defined setting options for each Kalman filter rather than requiring custom configuration. Each filter corresponds to a specific set of parameters (e.g., different noise covariance matrices) that can be selected without deep understanding of the underlying mathematics, making the system easier to operate while maintaining adaptability.
Solution Approach 2:
The patent changes the approach to parameter configuration by offering discrete, pre-validated parameter sets rather than continuous adjustment options. Users can select from predefined settings (e.g., different Qk or Rk matrices) that are optimized for specific scenarios, eliminating the need to manually tune numerous parameters while still adapting to different system behaviors.
Data Source
AI summary
A method for determining at least one system state by way of a Kalman filter assembly, wherein at least one measured value measured by at least one sensor of the system is supplied to the Kalman filter assembly is disclosed. The method includes (a) performing a first estimation of the system state by way of a first Kalman filter of the Kalman filter assembly, a first estimation result and at least one associated first item of information about the reliability of the first estimation result being output, (b) performing a second estimation of the system state by way of a second Kalman filter of the Kalman filter assembly, a second estimation result and at least one associated second item of information about the reliability of the second estimation result being output, the second Kalman filter differing from the first Kalman filter in at least one setting parameter, and (c) fusing the first estimation result and the second estimation result to produce an overall estimation result for the system state, and fusing the first item of information about the reliability of the first estimation result and the second item of information about the reliability of the second estimation result to produce an overall item of information about the reliability of the overall estimation result.


